A Network View of Portfolio Optimization Using Fundamental Information
This article proposes the use of a novel approach to portfolio optimization, referred to as “Fundamental Networks” (FN). FN is an effective and robust network-based fundamental-incorporated method, and can be served as an alternative to classical mean-variance framework models. As a proxy for a port...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-08-01
|
| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2021.721007/full |